Mid-session IV Report March 5, 2021

Mid-session IV Report March 5, 2021
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.
Options with increasing option implied volatility: TSLA SPCE PTON CCIV PLTR
Popular stocks with increasing volume: PLTR GME RKT GE XOM NCLH CCL BA SNAP AMC CCIV
Tech option implied volatility increasing as shares pull back
Tesla (TSLA) 30-day option implied volatility is at 96; compared to its 52-week range of 54 to 154 as shares are down 10%.
Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 90. Call put ratio 2.1 calls to 1 put as shares sell off 1.7%.
Microsoft (MSFT) 30-day call option implied volatility is at 32; compared to its 52-week range of 23 to 90.
Facebook (FB) 30-day call option implied volatility is at 39; compared to its 52-week range of 29 to 82.
Netflix (NFLX) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 99.
Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 75.
Amazon.com (AMZN) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 69.
Salesforce.com (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 97.
Peloton (PTON) 30-day option implied volatility is at 80; compared to its 52-week range of 63 to 158 as shares sell off 8.8%.
Shopify (SHOP) 30-day option implied volatility is at 63; compared to its 52-week range of 46 to 124 as shares sell off 8%.
Datadog, Inc. (DDOG) 30-day option implied volatility is at 64; compared to its 52-week range of 52 to 94. Call put ratio 1 call to 2.8 puts.
ARK Innovation (ARKK) 30-day option implied volatility is at 78; compared to its 52-week range of 33 to 150. Call put ratio 1 call to 2.7 puts. Call put ratio 1 call to 2.7 puts.
Energy IV amid WTI above $65
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 131 as WTI oil trades above $65. Call put ratio 2.3 calls to 1 put with focus on March 52 and 55 calls.
United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 247 as WTI crude oil trades above $65. Call put ratio 5.5 calls to 1 put with focus on April calls.
Proshares Ultra DJ-UBS Crude Oil (UCO) 30-day option implied volatility is at 67; compared to its 52-week range of 48 to 367 as WTI trades above $65. Call put ratio 11.6 calls to 1 put.
Increasing unusual option volume: WTI FPRX STNE SHLS
Increasing unusual call option volume: WTI AER SHLS DNN
Increasing unusual put option volume: STNE SOS ICLN QSR
Options with decreasing option implied: COST BG GPS INFN
Active options: TSLA AAPL NIO PLTR AMD AMZN AAL BAC GME RKT FB GE XOM NCLH CCL BA SNAP AMC T CCIV